-5.3%
ADP vs TXG
+372.5%
-377.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | -3.4% | +1.8% | -5.2% | -3.4% |
| 30D | +2.8% | +32.0% | -29.2% | +3.2% |
| 3M | +20.9% | +87.0% | -66.1% | +21.0% |
| 6M | +29.9% | +180.1% | -150.2% | +28.9% |
| YTD | +9.6% | +284.1% | -274.5% | +7.5% |
| 1Y | -5.3% | +361.7% | -366.9% | -8.0% |
| All | -5.3% | +372.5% | -377.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling